Reading PIBOR futures options smiles: The 1997 snap election

B-Tier

Journal: Journal of Banking & Finance

Year: 2001

Volume: 25

Issue: 11

Pages: 1957-1987

Authors (3)

Coutant, Sophie (not in RePEc) Jondeau, Eric (Université de Lausanne) Rockinger, Michael (Université de Lausanne)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count